Table 1 ARL and SDRL comparison of proposed and competing charts at n = 1.
ARL0 = 100 | ARL0 = 370 | ARL0 = 500 | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEWMA_II | AEWMA_III | AEWMA_II | AEWMA_III | AEWMA_II | AEWMA_III | ||||||||||||||
h | 0.5762 | 0.6300 | 0.7139 | 0.6812 | 0.7632 | 0.8362 | 0.7130 | 0.8285 | 0.9404 | 0.8496 | 0.9531 | 1.0701 | 0.7402 | 0.8755 | 0.9879 | 0.8877 | 0.9955 | 1.1655 | |
δ | ψ | 0.10 | 0.15 | 0.20 | 0.10 | 0.15 | 0.20 | 0.10 | 0.15 | 0.20 | 0.10 | 0.15 | 0.20 | 0.10 | 0.15 | 0.20 | 0.10 | 0.15 | 0.20 |
0.00 | ARL | 103.36 | 100.80 | 101.77 | 101.10 | 100.61 | 100.39 | 371.14 | 373.72 | 365.87 | 369.44 | 369.32 | 369.98 | 496.45 | 500.99 | 502.68 | 500.62 | 499.25 | 500.30 |
SDRL | 130.20 | 126.25 | 120.07 | 147.20 | 138.22 | 130.82 | 463.75 | 433.88 | 403.81 | 491.83 | 471.68 | 452.97 | 599.48 | 570.24 | 545.54 | 657.08 | 627.21 | 597.43 | |
0.25 | ARL | 31.14 | 33.63 | 36.20 | 30.83 | 33.62 | 36.62 | 66.13 | 74.64 | 80.36 | 68.24 | 79.22 | 95.84 | 80.12 | 89.38 | 99.94 | 84.43 | 98.62 | 127.30 |
SDRL | 34.33 | 36.60 | 40.15 | 41.17 | 42.36 | 45.21 | 73.76 | 83.80 | 82.32 | 88.67 | 98.75 | 117.17 | 90.43 | 97.37 | 103.10 | 109.08 | 122.98 | 153.91 | |
0.50 | ARL | 12.46 | 13.30 | 13.79 | 10.87 | 11.86 | 13.17 | 19.49 | 21.67 | 24.31 | 17.73 | 20.78 | 24.37 | 22.06 | 24.40 | 28.67 | 20.01 | 23.78 | 30.04 |
SDRL | 13.26 | 13.76 | 13.90 | 12.91 | 13.85 | 14.99 | 22.02 | 22.58 | 23.60 | 21.81 | 25.22 | 29.60 | 25.22 | 24.94 | 28.18 | 24.83 | 29.06 | 36.63 | |
0.75 | ARL | 6.45 | 6.90 | 7.17 | 5.55 | 6.12 | 6.45 | 8.63 | 9.46 | 11.06 | 7.53 | 8.60 | 9.58 | 8.85 | 10.62 | 12.13 | 8.20 | 9.31 | 10.98 |
SDRL | 6.54 | 6.82 | 6.88 | 6.04 | 6.61 | 6.94 | 9.24 | 9.22 | 10.03 | 8.56 | 9.92 | 11.12 | 9.59 | 10.39 | 11.05 | 9.49 | 10.86 | 12.76 | |
1.00 | ARL | 4.01 | 4.16 | 4.43 | 3.46 | 3.65 | 3.88 | 4.73 | 5.39 | 6.28 | 4.24 | 4.68 | 5.08 | 5.00 | 5.90 | 6.82 | 4.47 | 4.91 | 5.61 |
SDRL | 3.71 | 3.72 | 3.87 | 3.36 | 3.62 | 3.90 | 4.52 | 4.96 | 5.43 | 4.45 | 4.97 | 5.35 | 4.81 | 5.32 | 5.84 | 4.73 | 5.27 | 5.92 | |
1.50 | ARL | 2.12 | 2.21 | 2.33 | 1.87 | 1.96 | 2.01 | 2.35 | 2.65 | 2.94 | 2.08 | 2.20 | 2.33 | 2.41 | 2.75 | 3.04 | 2.14 | 2.24 | 2.48 |
SDRL | 1.56 | 1.62 | 1.80 | 1.42 | 1.52 | 1.56 | 1.85 | 2.09 | 2.31 | 1.69 | 1.79 | 1.88 | 1.90 | 2.19 | 2.37 | 1.75 | 1.84 | 2.03 | |
2.00 | ARL | 1.47 | 1.50 | 1.54 | 1.35 | 1.36 | 1.41 | 1.54 | 1.66 | 1.82 | 1.42 | 1.48 | 1.54 | 1.58 | 1.71 | 1.87 | 1.44 | 1.50 | 1.61 |
SDRL | 0.83 | 0.88 | 0.97 | 0.74 | 0.73 | 0.77 | 0.98 | 1.08 | 1.20 | 0.81 | 0.87 | 0.93 | 1.03 | 1.13 | 1.24 | 0.83 | 0.89 | 1.00 | |
2.50 | ARL | 1.19 | 1.21 | 1.21 | 1.13 | 1.15 | 1.16 | 1.21 | 1.27 | 1.35 | 1.17 | 1.19 | 1.22 | 1.22 | 1.30 | 1.39 | 1.18 | 1.20 | 1.25 |
SDRL | 0.48 | 0.53 | 0.54 | 0.39 | 0.41 | 0.44 | 0.55 | 0.61 | 0.66 | 0.45 | 0.48 | 0.52 | 0.57 | 0.64 | 0.69 | 0.46 | 0.50 | 0.56 | |
3.00 | ARL | 1.07 | 1.07 | 1.08 | 1.05 | 1.06 | 1.06 | 1.07 | 1.10 | 1.14 | 1.06 | 1.07 | 1.09 | 1.08 | 1.12 | 1.16 | 1.07 | 1.08 | 1.10 |
SDRL | 0.28 | 0.29 | 0.31 | 0.23 | 0.24 | 0.25 | 0.30 | 0.34 | 0.39 | 0.26 | 0.28 | 0.31 | 0.30 | 0.35 | 0.41 | 0.27 | 0.29 | 0.33 | |
3.50 | ARL | 1.02 | 1.02 | 1.02 | 1.01 | 1.02 | 1.02 | 1.02 | 1.03 | 1.06 | 1.02 | 1.02 | 1.03 | 1.02 | 1.04 | 1.07 | 1.02 | 1.03 | 1.03 |
SDRL | 0.16 | 0.15 | 0.16 | 0.12 | 0.13 | 0.13 | 0.16 | 0.18 | 0.24 | 0.14 | 0.16 | 0.17 | 0.16 | 0.21 | 0.25 | 0.15 | 0.16 | 0.19 | |
4.00 | ARL | 1.01 | 1.01 | 1.01 | 1.00 | 1.00 | 1.00 | 1.01 | 1.01 | 1.01 | 1.01 | 1.01 | 1.01 | 1.01 | 1.01 | 1.02 | 1.01 | 1.01 | 1.01 |
SDRL | 0.08 | 0.08 | 0.07 | 0.06 | 0.06 | 0.07 | 0.08 | 0.10 | 0.12 | 0.07 | 0.08 | 0.09 | 0.08 | 0.11 | 0.14 | 0.08 | 0.08 | 0.10 | |
5.00 | ARL | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
SDRL | 0.01 | 0.02 | 0.02 | 0.01 | 0.01 | 0.03 | 0.02 | 0.02 | 0.02 | 0.01 | 0.02 | 0.02 | 0.01 | 0.02 | 0.03 | 0.01 | 0.02 | 0.02 | |
6.00 | ARL | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
SDRL | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.01 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |